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Download and install imageburn: http://www.imgburn.com/
Once that is finished click on the icon of the iso you downloaded (xubuntu) and it should be opened with imageburn.
As far i know Nero is able to do it too, but i am not sure.
You boot to the CD. Set bios if needed or select boot device to be cd.
Also use good quality cd's to start. Then burn at the slowest speeds always, always.
You can also consider other means of trying. I do like cd's for newbies but you may wish to try a live usb instead. See pendrivelinux.com for some how to's or liveusbcreator or unetbootin.
I always suggest that people with newer systems and enough ram consider a Virtual machine. I prefer VMplayer 3 but others are good choices. VM's, live cd's and live usb's tend to be safer for newbies.
Almost any CD burning program will let you write a .iso to a CD in files/folders mode which is incorrect, or as an image which is correct. But the terminology varies between programs. So if you know how to use whatever CD burning software you already have, it can do the job. But Imgburn may be better and it is free and we can tell you how to use it.
I've never know the CD quality to matter and Imgburn defaults are fine for the speed.
After correctly burning the CD, you might need to use your BIOS's boot device menu to select the CD as the device to boot from. Or your BIOS might be set to boot from the CD whenever a bootable CD is present during booting.
im not really big on my linux knowledge specifically but as for burning an ISO to disc its pretty simple. first download the ISO from whichever source you choose, personally i use the ubuntu homepage. then once you have the ISO use your CD burner. there should be a selection for creating a data CD. or you can right click on the ISo and there should be an option that says "burn to disc"
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